+103.3%
VLO vs LTH
+83.5%
+19.9%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.5% | +3.5% | +2.9% |
| 7D | -6.5% | +7.0% | -13.5% | -5.4% |
| 30D | -17.8% | +15.4% | -33.2% | -15.7% |
| 3M | +19.6% | +7.0% | +12.6% | +21.1% |
| 6M | +49.3% | +46.9% | +2.4% | +59.1% |
| YTD | +122.4% | +76.4% | +46.0% | +138.7% |
| All | +103.3% | +83.5% | +19.9% | +117.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded LTH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling